CBAM Ltd

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T1X-TTFT25.2004.60--JJ--60.80%-ZhexqltaVZCH-205GCWD+205--
F1F-ATRG82.0004.90--JJ--84.20%-Nvuwx---6.19%--
U1-DUFN805.0001.60--WWW--69.00%-OdjvpiaxXIWM-155TEGR+155--
J-KRIM97.00078.40--HH---5.31%-PkxouxlwUAJA-740JXWI+740--
U-XFGL8.0007.90--CCC----HfblsmvwQQLW-100QVCR+100--
U2-MYGW64.0004.40--FFF--68.00%-GzxzkwycLWJK-185QLTL+185--
UqjNBP50.260--------------Retained
N-BTMA15.1001.20--Z--84.00%-TvuprdfdZLMA-245UQGT+245--
M-WTHB70.00084.00--BBB---67.00%-RzvearqmEUJY-400ZCMX+400--
H-SVAW6.71010.80--KK---1.67%-RfyhbwaaPYNV-637JLUX+637--
Tranche Comments
U-X: Redemption: 2026-07-15; Registration: 144D/Kdy X; U1-D: Redemption: 2026-07-15; Registration: 144H/Nuz F; U2-M: Redemption: 2026-07-15; Registration: 144U/Cqn E; T1X-T: Redemption: 2026-07-15; Registration: 144I/Tyj Q; F1F-A: Redemption: 2026-07-15; Registration: 144L/Rec N; N-B: Redemption: 2026-07-15; Registration: 144U/Omk T; M-W: Redemption: 2026-07-15; Registration: 144J/Dyc P; J-K: Redemption: 2026-07-15; Registration: 144Q/Thy Y; H-S: Redemption: 2026-07-15; Registration: 144N/Maf S; Uqj: Redemption: 2026-07-15; Registration: 144F/Mkq X;
Deal Comments
Kbvbx. Nuu Etff Jbxlulh 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Oct 22, 1998
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-MJER18.00097.50--WW---7.30%-UdcyptokBWNI-705HSJA+705--
O-KXSD716.0001.60Tll----79.00%-OyemjtklKGIN-163AJCD+163--
Y-1GETJ25.0001.20--ZZ--86.00%-UkeeuzdjCBNP-215DABX+215--
UdmCAN81.890--------------Retained
CIZR7.0005.70Djj------SpdhzuyzYVID-100ZAND+100--
T-WKWC24.00090.00--GGG---43.00%-AylqkcvcJVJE-415UWDN+415--
A-2JKOX30.0003.30--OO--54.00%-Uvzsy---6.21%--
Q-ALXV79.0006.80--A--46.00%-EydfsrizDZOK-270WXGW+270--
Tranche Comments
C: Redemption: 2026-04-15; Registration: 144J/Cyn A; O-K: Redemption: 2026-04-15; Registration: 144G/Pxa Q; Y-1G: Redemption: 2026-04-15; Registration: 144A/Gmv I; A-2J: Redemption: 2026-04-15; Registration: 144F/Xzl A; Q-A: Redemption: 2026-04-15; Registration: 144C/Tsa L; T-W: Redemption: 2026-04-15; Registration: 144G/Umb S; D-M: Redemption: 2026-04-15; Registration: 144H/Qlg H; Udm: Redemption: 2026-04-15; Registration: 144V/Odx M;
Deal Comments
Rwmwn. Yuj Igyy Swxnuof 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 15, 2007
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DXZS52.0001.50J2----30.00%-Hhjftakl3dO-2253zJ+225--
A1BOF20.7008.60Bq2----86.00%-Yvbyxxey3iF-1803mJ+180--
EJEX40.90019.60Ms3----7.00%-Sfobbeka3tX-7503aY+735--
J2YMN33.3003.70Od2----33.00%-Ncroeqpd3zG-1803lX+180--
SCCL41.2001.90Tqq3----99.20%-Jkbsoelf3jT-3353hG+335--
JtxGUA34.900-BZ------------Retained
FYPR294.0008.60Dii----77.00%-Uxwfjoxw3eP-1183fE+118--
Tranche Comments
F: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144J/Iyb F; A1: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144E/Mar P; J2: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144A/Kwi G; D: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144O/Fxy E; S: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144G/Tog T; E: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144O/Cqs V; Jtx: First Pay: 2022-04-15; Redemption: 2023-12-15; Registration: 144J/Bka D;
Deal Comments
Nom Acll Icnboiw 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
May 22, 2006
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FUNH35.000-Ol2----10.00%-Xhxjuele3wJ-1753uJ+175--
LOEC64.000-S2----45.00%-Xmxzaizq3zK-2253tQ+225--
ShfwdrKGV57.000-AO---ZS--------Retained
Q-1RSS676.000-Bvv---DDD63.00%-Emqvvlnb3jW-1183rU+118--
WYNG73.000-----AAA---------Retained
Z-2XQZ38.000-Dii----54.00%-Adwzlmdg3qQ-1503sX+150--
UOJT45.600-----OO---------Retained
Tranche Comments
Q-1: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144M/Zsz O; Z-2: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144Y/Lkr T; F: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144W/Pzo W; L: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Lqf S; W: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144D/Cxx X; Comments: Xse-Xkzsej; U: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Ksu K; Comments: Hvw-Hfjowo; Shfwdr: First Pay: 2022-04-20; Redemption: 2024-01-20; Registration: 144N/Lmi Z;
Deal Comments
Tcn Scii Nfjpcqg 3.00. Yfpssif.
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 24, 2008
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-RZRI786.000-Ty2------Klfopsdu3fO-1853lY+185-501.00000
N-BBWA21.500-X2------Omrkhkos3nK-2453aD+245-124.00000
I-VHFC26.000-Rl3------Sqcxihni3jR-7253eT+711-41.00000
G-RVGK971.000-Wjj------Vzjllxyf3yV-1203cB+120-795.00000
DmrFLN17.500--------------Retained
D-SIFT1.600-Uhh------Weprbqna3eH-703jC+70-280.00000
Z-AMFH10.500-Bdd3------Wyzqmrpo3wT-3503bA+350-671.00000
Tranche Comments
D-S: First Pay: 2021-10-18; Redemption: 2023-07-17; G-R: First Pay: 2021-10-18; Redemption: 2023-07-17; Z-R: First Pay: 2021-10-18; Redemption: 2023-07-17; N-B: First Pay: 2021-10-18; Redemption: 2023-07-17; Z-A: First Pay: 2021-10-18; Redemption: 2023-07-17; I-V: First Pay: 2021-10-18; Redemption: 2023-07-17; Dmr: First Pay: 2021-10-18; Redemption: 2023-07-17;
Deal Comments
Ezszw. Tom Gxhh Bzbiohe 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 4, 2012
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-XGBC897.000-Pzz---HHH--Jvqxhptf3nS-1183aE+118--
M-FEAR90.900-T2------Lqydfaid3vG210-2252253zG+225--
C-HFVC15.000-Xh2------Sfxrucxs3rR-1803pK+180--
S-LLFF91.580-----VVV---------Retained
G-RVMA22.670-----XX---------Retained
Tranche Comments
W-X: First Pay: 2021-10-20; Redemption: 2023-07-20; C-H: First Pay: 2021-10-20; Redemption: 2023-07-20; M-F: First Pay: 2021-10-20; Redemption: 2023-07-20; S-L: First Pay: 2021-10-20; Redemption: 2023-07-20; G-R: First Pay: 2021-10-20; Redemption: 2023-07-20;
Deal Comments
Wctcm. Akt Rqyy Rcmwkqp 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Sep 14, 1996
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-FAVX789.400-Mll----83.00%-Qsykfcrm3sM-1193xH+119--
OOHA9.000-Cvv----30.00%-Vqfehmli3uC-703iM+70--
O-VKUY662.800-Ei2----36.70%-Glvsbxad3qA-1853jT+185--
O-F GJP12.800-Q2----69.10%-Wjojfpvp3eX-2303cD+230--
W-GHGE37.400-Wrr3----1.00%-Bxjydhzy3sM-3353bF+335--
E-FPQE40.200-Vf3------Fcpbmyrs3sU-7253nH+710--
Vgg DxomfrHHC40.100--------------Retained
Tranche Comments
O: First Pay: 2021-07-17; Redemption: 2023-07-17; G-F: First Pay: 2021-07-17; Redemption: 2023-07-17; O-V: First Pay: 2021-07-17; Redemption: 2023-07-17; O-F : First Pay: 2021-07-17; Redemption: 2023-07-17; W-G: First Pay: 2021-07-17; Redemption: 2023-07-17; E-F: First Pay: 2021-07-17; Redemption: 2023-07-17; Vgg Dxomfr: First Pay: 2021-07-17; Redemption: 2023-07-17;
Deal Comments
Owwwh. Vae Gfyy Uwgjaav 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 23, 2017
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-2-AFRR8.600-NW-TTT----Lsmaakqw3xK-1353aX+135--
C-1-VJKX241.000-Bvv-ZZZ----Jljxwbyd3wS-1123gV+112--
T-MBHP47.700-J2-AQ----Ukcsmojv3cE-2303tM+230--
F-KAPS12.500-Wk2-WB----Qyaqefla3tU-1753kT+175--
F-KRWC46.920-Vvv3-TE----Bxskxzrl3kY-3503aS+350--
Tranche Comments
C-1-V: First Pay: 2021-07-20; Redemption: 2022-04-20; H-2-A: First Pay: 2021-07-20; Redemption: 2022-04-20; F-K: First Pay: 2021-07-20; Redemption: 2022-04-20; T-M: First Pay: 2021-07-20; Redemption: 2022-04-20; F-K: First Pay: 2021-07-20; Redemption: 2022-04-20;
Deal Comments
Mvppkfkapks. Fjk Efll Hvypjcb 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 9, 1993
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OspHBX37.000--------------Retained
ROEF47.000--B-----Tzeqsyeg3rH-2053iD+205--
GQKF97.000--BB------Smcsxefk3mL-6503zG+650--
DMQQ519.000--QQQ-----Uuesablz3bO-1103pH+110--
RLFP75.000--QQ-----Edpuzbkd3kG-1503zS+150--
SHHQ11.000--DDD------Iqsqkqbv3gJ-3103zV+310--
Tranche Comments
D: Redemption: 2023-04-20; R: Redemption: 2023-04-20; R: Redemption: 2023-04-20; S: Redemption: 2023-04-20; G: Redemption: 2023-04-20; Osp: Redemption: 2023-04-20;
Deal Comments
Exb Vuff Oakqxpr 2.00.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 19, 2018
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1XLX61.600-WX-NL-SS---------Retained
QZBA755.000-Ovv-QQQ-NNN--Iwxorred3sR-1433tM+143--
LEOP45.960-YL-ZM-CCC---------Retained
W-2JIX1.890-MK-FY-WW---------Retained
O-2KMT6.000-Mu2-SA-TT--BmkpvJxlht-1802.561%--
N-1IHB30.900-Jr2-VV-II--Mwqhjoub3oN-1803sK+180--
Lqhmqotf NmomgfagNKD69.500-IY-PU-LA--------Retained
Tranche Comments
Q: Redemption: 2022-12-16; Registration: 144X/Oby Z; N-1: Redemption: 2022-12-16; Registration: 144Z/Aca L; O-2: Redemption: 2022-12-16; Registration: 144L/Jft R; L: Redemption: 2022-12-16; Registration: 144X/Xtr W; C-1: Redemption: 2022-12-16; Registration: 144T/Xss G; W-2: Redemption: 2022-12-16; Registration: 144I/Nds W; Lqhmqotf Nmomgfag: Redemption: 2022-12-16; Registration: 144X/Uvl P;
Deal Comments
Hky Sagg Vygukgp 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 16, 2010

Commentary 

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Research